SBBTS: A Unified Schrödinger–Bass Framework for Synthetic Financial Time Series

By Alexandre Alouadi, Grégoire Loeper, Célian Marsala, Othmane Mazhar, Huyên Pham

Published 2026-04-08

Everscope rating

1442.4

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Schrödinger-Bass Bridge for Time Series (SBBTS). Problem types: Generative Modeling, Time Series Forecasting, Classification, Dimensionality Reduction, Risk Management, Density Estimation.

arXiv:2604.07159 · Code · Paper rankings

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